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Inflation uncertainty, disagreement and monetary policy : evidence from the ECB survey of professional forecasters
Glas, Alexander; Hartmann, Matthias - In: Journal of empirical finance 39 (2016), pp. 215-228
Persistent link: https://www.econbiz.de/10011663852
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Stressing correlations and volatilities — A consistent modeling approach
Becker, Christoph; Schmidt, Wolfgang M. - In: Journal of empirical finance 21 (2013), pp. 174-194
Persistent link: https://www.econbiz.de/10010092087
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Stressing correlations and volatilities : a consistent modeling approach
Becker, Christoph; Schmidt, Wolfgang M. - In: Journal of empirical finance 21 (2013), pp. 174-194
Persistent link: https://www.econbiz.de/10009745264